+639.5%
CEG vs IEF
-4.4%
+643.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +8.0% | -0.3% | +8.3% | +8.1% |
| 30D | +12.9% | -0.8% | +13.7% | +13.1% |
| 3M | +13.2% | -1.0% | +14.1% | +13.4% |
| 6M | -7.0% | -2.8% | -4.2% | -6.8% |
| YTD | -15.0% | -1.5% | -13.5% | -14.8% |
| 1Y | -2.7% | -0.4% | -2.3% | -2.5% |
| 3Y | +184.1% | +9.7% | +174.4% | +177.5% |
| All | +639.5% | -4.4% | +643.9% | +667.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling